redesign activation gate to expected value + make pipelines cron-configurable

Diagnosing "no qualified signals for 5 days": setups were generated but none qualified. The gate required BOTH a high min_rr (2.0) AND a high min_target_probability (60), which became contradictory after the Jun-15 probability recalibration — probability already embeds R:R via the 1/(rr+1) ruin term, so high-R:R targets are inherently low-probability and nothing cleared both. Gate is now expected value (R): p*rr - (1-p) from the primary target's probability. R:R and confidence stay as floors; high-conviction / exclude-conflicts / min-target-probability become optional tighteners (default off). Defaults: min_expected_value=0.15, min_rr=1.2, min_confidence=55. EV is only enforced when computable. Migration 009 clears stored activation_* rows so the new defaults apply. Backtest sweeps min_expected_value instead of target probability. Scheduling: pipelines are now cron-configurable in Admin -> Jobs. daily_pipeline (full, default 0 7 * * *) plus a new light intraday_pipeline (OHLCV + outcome eval, default hourly US session) that keeps prices/live-R:R current without setup churn. Fundamentals on its own early weekly cron. Timezone configurable (default Europe/Berlin). Moving interval->CronTrigger also fixes the restart-deferral bug where an interval job's countdown resets on every process restart. 319 backend unit tests pass; frontend tsc clean. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-23 14:46:38 +02:00
parent d53b4ffb57
commit c34f3cb1a4
22 changed files with 777 additions and 171 deletions
@@ -4,11 +4,12 @@ import { useActivationSettings, useUpdateActivationSettings } from '../../hooks/
 import { SkeletonTable } from '../ui/Skeleton';

 const DEFAULTS: ActivationConfig = {
-  min_rr: 2,
-  min_confidence: 70,
-  min_target_probability: 60,
-  require_high_conviction: true,
-  exclude_conflicts: true,
+  min_expected_value: 0.15,
+  min_rr: 1.2,
+  min_confidence: 55,
+  min_target_probability: 0,
+  require_high_conviction: false,
+  exclude_conflicts: false,
 };

 export function ActivationSettings() {
@@ -39,13 +40,27 @@ export function ActivationSettings() {
        <h3 className="text-sm font-semibold text-gray-200">Activation Gate</h3>
        <p className="mt-1 text-xs text-gray-500">
          What counts as a signal worth acting on. Drives the Dashboard's "Qualified" metric, the
-          Signals "Qualified only" view, and the Track Record's qualified stats. All setups are
-          still evaluated regardless — tighten the gate, then watch qualified expectancy in the
-          Track Record to find what actually wins.
+          Signals "Qualified only" view, and the Track Record's qualified stats. The core test is
+          <span className="text-gray-300"> expected value</span> — probability-weighted asymmetry —
+          so R:R and target probability no longer fight each other. All setups are still evaluated
+          regardless; tune the EV floor against the Track Record's EV sweep to see what actually wins.
        </p>
      </div>

      <div className="grid gap-4 md:grid-cols-3">
+        <label className="block space-y-1">
+          <span className="text-xs text-gray-400">Min Expected Value (R)</span>
+          <input
+            type="number"
+            min={-1}
+            max={10}
+            step={0.05}
+            value={form.min_expected_value}
+            onChange={(e) => setForm((prev) => ({ ...prev, min_expected_value: Number(e.target.value) }))}
+            className="w-full input-glass px-3 py-2 text-sm"
+          />
+          <span className="text-[11px] text-gray-600">p·R:R − (1−p), in R. 0.15 ≈ +0.15× risk/trade. The core gate.</span>
+        </label>
        <label className="block space-y-1">
          <span className="text-xs text-gray-400">Min Risk:Reward (1 : x)</span>
          <input
@@ -56,7 +71,7 @@ export function ActivationSettings() {
            onChange={(e) => setForm((prev) => ({ ...prev, min_rr: Number(e.target.value) }))}
            className="w-full input-glass px-3 py-2 text-sm"
          />
-          <span className="text-[11px] text-gray-600">Set above your scanner floor or it does nothing.</span>
+          <span className="text-[11px] text-gray-600">Floor only — keeps symmetric/negative trades out.</span>
        </label>
        <label className="block space-y-1">
          <span className="text-xs text-gray-400">Min Confidence (%)</span>
@@ -70,50 +85,54 @@ export function ActivationSettings() {
            className="w-full input-glass px-3 py-2 text-sm"
          />
        </label>
-        <label className="block space-y-1">
-          <span className="text-xs text-gray-400">Min Target Probability (%)</span>
-          <input
-            type="number"
-            min={0}
-            max={100}
-            step={1}
-            value={form.min_target_probability}
-            onChange={(e) => setForm((prev) => ({ ...prev, min_target_probability: Number(e.target.value) }))}
-            className="w-full input-glass px-3 py-2 text-sm"
-          />
-          <span className="text-[11px] text-gray-600">Best target's probability must clear this. 0 disables.</span>
-        </label>
      </div>

-      <div className="grid gap-3 md:grid-cols-2">
-        <label className="flex cursor-pointer items-start gap-2.5 text-sm text-gray-300">
-          <input
-            type="checkbox"
-            checked={form.require_high_conviction}
-            onChange={(e) => setForm((prev) => ({ ...prev, require_high_conviction: e.target.checked }))}
-            className="mt-0.5 h-4 w-4 cursor-pointer accent-blue-400"
-          />
-          <span>
-            Require high conviction
-            <span className="mt-0.5 block text-[11px] text-gray-500">
-              Only LONG (High) / SHORT (High) — the signals must clearly pick a side.
+      <div className="border-t border-white/[0.06] pt-4">
+        <p className="text-xs font-medium uppercase tracking-widest text-gray-500">Optional tighteners</p>
+        <p className="mt-1 text-[11px] text-gray-600">Off by default — turn on to be more selective on top of the EV gate.</p>
+        <div className="mt-3 grid gap-3 md:grid-cols-3">
+          <label className="block space-y-1">
+            <span className="text-xs text-gray-400">Min Target Probability (%)</span>
+            <input
+              type="number"
+              min={0}
+              max={100}
+              step={1}
+              value={form.min_target_probability}
+              onChange={(e) => setForm((prev) => ({ ...prev, min_target_probability: Number(e.target.value) }))}
+              className="w-full input-glass px-3 py-2 text-sm"
+            />
+            <span className="text-[11px] text-gray-600">Best target's probability must clear this. 0 disables.</span>
+          </label>
+          <label className="flex cursor-pointer items-start gap-2.5 text-sm text-gray-300">
+            <input
+              type="checkbox"
+              checked={form.require_high_conviction}
+              onChange={(e) => setForm((prev) => ({ ...prev, require_high_conviction: e.target.checked }))}
+              className="mt-0.5 h-4 w-4 cursor-pointer accent-blue-400"
+            />
+            <span>
+              Require high conviction
+              <span className="mt-0.5 block text-[11px] text-gray-500">
+                Only LONG (High) / SHORT (High) — the signals must clearly pick a side.
+              </span>
            </span>
-          </span>
-        </label>
-        <label className="flex cursor-pointer items-start gap-2.5 text-sm text-gray-300">
-          <input
-            type="checkbox"
-            checked={form.exclude_conflicts}
-            onChange={(e) => setForm((prev) => ({ ...prev, exclude_conflicts: e.target.checked }))}
-            className="mt-0.5 h-4 w-4 cursor-pointer accent-blue-400"
-          />
-          <span>
-            Exclude conflicted setups
-            <span className="mt-0.5 block text-[11px] text-gray-500">
-              Risk level must be Low — drops setups with contradicting signals.
+          </label>
+          <label className="flex cursor-pointer items-start gap-2.5 text-sm text-gray-300">
+            <input
+              type="checkbox"
+              checked={form.exclude_conflicts}
+              onChange={(e) => setForm((prev) => ({ ...prev, exclude_conflicts: e.target.checked }))}
+              className="mt-0.5 h-4 w-4 cursor-pointer accent-blue-400"
+            />
+            <span>
+              Exclude conflicted setups
+              <span className="mt-0.5 block text-[11px] text-gray-500">
+                Risk level must be Low — drops setups with contradicting signals.
+              </span>
            </span>
-          </span>
-        </label>
+          </label>
+        </div>
      </div>

      <div className="flex items-center gap-2">